Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47930.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46537.29 Kr¶

PnL: ---------------------------------------> -351.28 Kr¶

DD now: ---------------------------------> -1.438 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 13:39:52.867247'

Anic Portfolio¶

Today¶

Return: 0.835 %¶

This Week¶

Return: 0.835 %¶

Total¶

Return: 56.912 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.170000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 4.040000 669.060000 92.060000 15.950000 576.999999
Samhällsbyggnadsbo. i Norden B 20 4.660000 444.800000 89.800000 25.300000 355.000000
HMS Networks 2 1.520000 722.800000 49.800000 7.400000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 0.790000 1683.600000 29.600000 1.790000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 3.980000 269.520000 23.520000 9.560000 246.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
OEM International B 7 1.560000 545.300000 17.300000 3.280000 527.999997
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Intrum 4 1.580000 540.800000 13.800000 2.620000 527.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
MedCap 2 1.890000 432.000000 11.000000 2.610000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
AcadeMedia 12 0.730000 565.440000 8.440000 1.520000 557.000004
Resurs Holding 22 -0.560000 581.680000 7.680000 1.340000 573.999998
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Essity B 2 0.350000 578.400000 4.400000 0.770000 574.000000
Handelsbanken A 5 0.500000 548.500000 2.500000 0.460000 546.000000
Securitas B 6 1.260000 570.720000 0.720000 0.130000 570.000000
Creaspac SPAC 6 -0.620000 575.400000 -1.600000 -0.280000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.050000 561.300000 -2.700000 -0.480000 564.000000
CTEK 13 1.410000 525.200000 -8.800000 -1.650000 533.999999
SAAB B 8 1.930000 3345.600000 -31.400000 -0.930000 3377.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
Sampo Oyj SDB 7 0.370000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.330000 3567.200000 -188.800000 -5.030000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.910000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46537.290000 -351.280000 -1.43846% 46888.564618

Updated:¶

'2023-01-16 13:40:05.685791'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶